The sentence swaps around the adjective clause. "It's unusual to have a concert this big in this small town" is the regular sentence. By writing it as "It's unusual to have this big a concert in this small town" puts emphasis on the size of the concert, instead of the concert itself.

I vote for Peachey's explanation. In the sentence 'this' is an intensive adverb modifying 'big' and means.....to the extent or degree indicated by the context. Examples of adverb intensifiers that are commonly placed before the indefinite article: too..........It was too good a joke. this .......It is not unusual to have this big a concert. that.......Can you believe he has that small a brain? so......Why did he send them so insulting a letter? etc.

I don't know where you found that phrase, but that is the way many people speak in "street english". Someone probably used "a" as a phonetical spelling of "of". We don't always pronounce all the words in a sentence separately, and we don't always speak with grammatical correctness. "...this big a concert" is how the sentence SOUNDS when it's pronounced. Steve is right... in this example "a" should be "of a". But "of" is pronounced like "uh" or "a" sometimes when you are speaking lazily. I, personally, speak this way. I would say, "We've never had this big "uh" concert before", even though I know it is not grammatically correct.

It should be "..this big of a concert" If you said "It's not common to have this big concert in this small town. " you would be saying that it's not common to have this particular concert in this small town. If you say "It's not common to have this big (of) a concert in this small town." you would be saying it's not common to have a concert as big as this one in this small town.